+53.6%
AZN vs RACE
+87.3%
-33.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -2.9% | -2.6% | -0.3% | -2.3% |
| 30D | -3.1% | -1.1% | -2.0% | -2.9% |
| 3M | -14.4% | +12.5% | -27.0% | -17.0% |
| 6M | -19.5% | +17.4% | -36.9% | -22.8% |
| YTD | -13.8% | +10.1% | -23.9% | -16.3% |
| 1Y | -2.4% | -15.1% | +12.8% | 0.0% |
| 3Y | +21.3% | +38.9% | -17.6% | +8.7% |
| 5Y | +53.6% | +90.7% | -37.0% | +21.3% |
| All | +53.6% | +87.3% | -33.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling